SebitChem (Korea) Performance
| 107600 Stock | 42,450 4,450 5.09% |
The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SebitChem's returns are expected to increase less than the market. However, during the bear market, the loss of holding SebitChem is expected to be smaller as well. At this point, SebitChem has a negative expected return of -0.67%. Please make sure to validate SebitChem's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if SebitChem performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days SebitChem Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's basic indicators remain somewhat strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
SebitChem |
SebitChem Relative Risk vs. Return Landscape
If you would invest 2,740,000 in SebitChem Co on August 31, 2024 and sell it today you would lose (911,000) from holding SebitChem Co or give up 33.25% of portfolio value over 90 days. SebitChem Co is generating negative expected returns and assumes 3.2268% volatility on return distribution over the 90 days horizon. Simply put, 28% of stocks are less volatile than SebitChem, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SebitChem Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SebitChem's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SebitChem Co, and traders can use it to determine the average amount a SebitChem's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.207
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 107600 |
Estimated Market Risk
| 3.23 actual daily | 28 72% of assets are more volatile |
Expected Return
| -0.67 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.21 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SebitChem is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of SebitChem by adding SebitChem to a well-diversified portfolio.
Things to note about SebitChem performance evaluation
Checking the ongoing alerts about SebitChem for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SebitChem help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SebitChem generated a negative expected return over the last 90 days | |
| SebitChem has high historical volatility and very poor performance |
- Analyzing SebitChem's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether SebitChem's stock is overvalued or undervalued compared to its peers.
- Examining SebitChem's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating SebitChem's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SebitChem's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SebitChem's stock. These opinions can provide insight into SebitChem's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SebitChem Stock analysis
When running SebitChem's price analysis, check to measure SebitChem's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy SebitChem is operating at the current time. Most of SebitChem's value examination focuses on studying past and present price action to predict the probability of SebitChem's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SebitChem's price. Additionally, you may evaluate how the addition of SebitChem to your portfolios can decrease your overall portfolio volatility.
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